Investcorp Europe Acquisition Stock Alpha and Beta Analysis
| IVCB Stock | USD 11.53 0.01 0.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Investcorp Europe Acquisition. It also helps investors analyze the systematic and unsystematic risks associated with investing in Investcorp Europe over a specified time horizon. Remember, high Investcorp Europe's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Investcorp Europe's market risk premium analysis include:
Beta (0.09) | Alpha 0.1 | Risk 0.49 | Sharpe Ratio 0.2 | Expected Return 0.0976 |
Enterprise Value |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Investcorp |
Investcorp Europe Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Investcorp Europe market risk premium is the additional return an investor will receive from holding Investcorp Europe long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Investcorp Europe. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Investcorp Europe's performance over market.| α | 0.10 | β | -0.09 |
Investcorp Europe expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Investcorp Europe's Buy-and-hold return. Our buy-and-hold chart shows how Investcorp Europe performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Investcorp Europe Market Price Analysis
Market price analysis indicators help investors to evaluate how Investcorp Europe stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Investcorp Europe shares will generate the highest return on investment. By understating and applying Investcorp Europe stock market price indicators, traders can identify Investcorp Europe position entry and exit signals to maximize returns.
Investcorp Europe Return and Market Media
The median price of Investcorp Europe for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 11.21 with a coefficient of variation of 2.41. The daily time series for the period is distributed with a sample standard deviation of 0.27, arithmetic mean of 11.19, and mean deviation of 0.23. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Other - Real Deals | 08/30/2024 |
2 | K2 Principal Fund L.P. Purchases New Holdings in Investcorp Europe Acquisition Corp I - MarketBeat | 09/24/2024 |
3 | Investcorp Europe Announces Board Change and 0.60 Distribution - TipRanks | 10/22/2024 |
| Investcorp Europe dividend paid on 12th of November 2024 | 11/12/2024 |
About Investcorp Europe Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Investcorp or other stocks. Alpha measures the amount that position in Investcorp Europe has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2010 | 2023 | 2024 (projected) | Debt Ratio | 0.0371 | 0.0334 | 0.0297 | Enterprise Value Multiple | 479.94 | 68.31 | 64.89 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Investcorp Europe in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Investcorp Europe's short interest history, or implied volatility extrapolated from Investcorp Europe options trading.
Build Portfolio with Investcorp Europe
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Investcorp Europe Backtesting, Investcorp Europe Valuation, Investcorp Europe Correlation, Investcorp Europe Hype Analysis, Investcorp Europe Volatility, Investcorp Europe History and analyze Investcorp Europe Performance. You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Investcorp Europe technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.